The Journal of Portfolio Management

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Value by Design?
Stephan Kessler, Bernd Scherer and Jan Philipp Harries

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.122; DOI: https://doi.org/10.3905/jpm.2019.1.122
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The Effects of Portfolio Construction on the Performance of Style Factor ETFs or How to Build a Style Factor ETF That Does What It Says on the Tin
Jason MacQueen

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.121; DOI: https://doi.org/10.3905/jpm.2019.1.121
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The Market Risk of Corporate Bonds
Marielle De Jong and Frank J. Fabozzi

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.120; DOI: https://doi.org/10.3905/jpm.2019.1.120
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Sources of Excess Return and Implications for Active Fixed-Income Portfolio Construction
Stephen Laipply, Ananth Madhavan, Aleksander Sobczyk and Matthew Tucker

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.119; DOI: https://doi.org/10.3905/jpm.2019.1.119
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A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios
Jennifer Bender and Xiaole Sun

The Journal of Portfolio Management Quantitative Special Issue 2020, jpm.2019.1.117; DOI: https://doi.org/10.3905/jpm.2019.1.117
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Fitting Private Equity into the Total Portfolio Framework
Alexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie Fink

The Journal of Portfolio Management November 2019, 46 (1) 60-73; DOI: https://doi.org/10.3905/jpm.2019.1.106
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INVITED EDITORIAL COMMENT: Winning the Right Game: The Search for Investment Excellence
Kees Koedijk, Alfred Slager and Jaap van Dam

The Journal of Portfolio Management November 2019, 46 (1) 1-6; DOI: https://doi.org/10.3905/jpm.2019.46.1.001
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On Black’s Leverage Effect in Firms with No Leverage
Jasmina Hasanhodzic and Andrew W. Lo

The Journal of Portfolio Management November 2019, 46 (1) 106-122; DOI: https://doi.org/10.3905/jpm.2019.46.1.106
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Relative Strength over Investment Horizons and Stock Returns
Zhaobo Zhu, Xinrui Duan and Jun Tu

The Journal of Portfolio Management November 2019, 46 (1) 91-105; DOI: https://doi.org/10.3905/jpm.2019.1.111
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Volatility-Managed Portfolio: Does It Really Work?
Fang Liu, Xiaoxiao Tang and Guofu Zhou

The Journal of Portfolio Management November 2019, 46 (1) 38-51; DOI: https://doi.org/10.3905/jpm.2019.1.107

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